Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.39% | 5.02 CHF | 5.03 CHF | 30,000 | 30,000 | 22,416 | 14,074 | 103,560 CHF | 66,202 CHF | 89.63% | 89.63% |
12/11/2024 | 0.40% | 4.44 CHF | 4.45 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 99,245 CHF | 62,951 CHF | 89.44% | 89.44% |
11/11/2024 | 0.33% | 5.10 CHF | 5.11 CHF | 30,000 | 30,000 | 14,853 | 14,096 | 77,453 CHF | 73,639 CHF | 89.24% | 89.24% |
08/11/2024 | 0.38% | 4.60 CHF | 4.61 CHF | 30,000 | 30,000 | 22,413 | 14,068 | 103,743 CHF | 65,293 CHF | 89.74% | 89.74% |
07/11/2024 | 0.44% | 4.53 CHF | 4.54 CHF | 30,000 | 30,000 | 22,414 | 14,069 | 91,783 CHF | 58,960 CHF | 89.70% | 89.70% |
06/11/2024 | 0.42% | 3.85 CHF | 3.86 CHF | 30,000 | 30,000 | 23,185 | 15,689 | 91,857 CHF | 61,565 CHF | 67.97% | 67.97% |
05/11/2024 | 0.61% | 3.49 CHF | 3.50 CHF | 30,000 | 30,000 | 22,421 | 14,084 | 66,272 CHF | 43,167 CHF | 89.44% | 89.44% |
04/11/2024 | 0.49% | 2.97 CHF | 2.98 CHF | 30,000 | 30,000 | 25,601 | 20,762 | 75,731 CHF | 61,730 CHF | 47.79% | 47.79% |
01/11/2024 | 0.48% | 2.98 CHF | 2.99 CHF | 30,000 | 30,000 | 23,449 | 16,244 | 78,805 CHF | 53,281 CHF | 99.02% | 99.02% |
31/10/2024 | 0.49% | 3.35 CHF | 3.36 CHF | 30,000 | 30,000 | 23,424 | 16,191 | 80,237 CHF | 56,492 CHF | 99.75% | 99.75% |